Anic Equity¶

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Total return since start: 0.41 %¶

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Equity now: -----------------------------> 43062.21 Kr¶

Max Equity ever reached: ------------> 44828.59 Kr¶

Portfolio value: --------------------------> 39571.52 Kr¶

PnL: ---------------------------------------> 92.52 Kr¶

DD now: ---------------------------------> -3.94 %¶

Max portfolio DD since start: ----> -13.025 %¶

Anic Portfolio¶

Today¶

Return: 0.629 %¶

This Week¶

Return: 0.629 %¶

Anic Portfolio¶

Total¶

Return: 40.975 %¶

Benchmark comparison TODAY¶

OMXS30
DJUS
NDX
DAX
W1IDU

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

Anic Portfolio Holdings¶

volume value profit profitPercent acquiredValue
name
Ferronordic 274 8576.20 -20.80 -0.24 8596.999888
Autoliv SDB 2 1756.40 72.40 4.3 1684.000000
TF Bank 10 1478.00 -24.00 -1.6 1502.000000
Fastighetsbolaget Emilshus B 55 1358.50 -142.50 -9.49 1500.999995
Catena Media 59 1534.00 34.00 2.27 1500.000011
Stora Enso A 9 1519.20 19.20 1.28 1500.000003
Arjo B 33 1542.42 44.42 2.97 1497.999987
Clas Ohlson B 21 1502.55 9.55 0.64 1492.999998
Linc 27 1503.90 18.90 1.27 1485.000000
Synsam 27 1398.60 -86.40 -5.82 1485.000000
Stillfront Group 54 1479.06 -1.94 -0.13 1481.000004
Addnode Group B 18 1530.00 56.00 3.8 1474.000002
Epiroc B 10 1495.50 21.50 1.46 1474.000000
NCC B 17 1481.55 7.55 0.51 1473.999994
Systemair 25 1452.50 -16.50 -1.12 1469.000000
Elanders B 10 1368.00 -94.00 -6.43 1462.000000
Biotage 8 1450.40 1.40 0.1 1449.000000
Nordea Bank Abp 14 1491.56 51.56 3.58 1440.000002
Vitec Software Group B 4 1559.20 141.20 9.96 1418.000000
Hennes & Mauritz B 12 1360.08 -48.92 -3.47 1409.000004
Stora Enso R 9 1386.90 2.90 0.21 1384.000002
Viaplay Group B 5 1347.00 47.00 3.62 1300.000000
TOTAL 39571.52 92.52 -3.9403% 39478.999890

Updated:¶

'2022-10-24 22:52:57.999561'
None

Last optimization/rebalancing:¶

'2022-09-29'

Next optimization/rebalancing:¶

'2022-11-08'

In or Out of market? In if Signal > -10, else out of market!¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶